Persistence probability for a class of Gaussian processes related to random interface models

Hironobu Sakagawa

doi:10.1017/s0001867800007746

Persistence probability for a class of Gaussian processes related to random interface models

Hironobu Sakagawa

Department of Mathematics

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

We consider a class of Gaussian processes which are obtained as height processes of some (d + 1)-dimensional dynamic random interface model on ℤ^d. We give an estimate of persistence probability, namely, large T asymptotics of the probability that the process does not exceed a fixed level up to time T. The interaction of the model affects the persistence probability and its asymptotics changes depending on the dimension d.

Original language	English
Pages (from-to)	146-163
Number of pages	18
Journal	Advances in Applied Probability
Volume	47
Issue number	1
DOIs	https://doi.org/10.1017/s0001867800007746
Publication status	Published - 2015 Mar 1

Keywords

Gaussian process
Interacting diffusion process
Persistence probability
Random interface

ASJC Scopus subject areas

Statistics and Probability
Applied Mathematics

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10.1017/s0001867800007746

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Persistence probability for a class of Gaussian processes related to random interface models

Abstract

Keywords

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